| Publication | Date of Publication | Type |
|---|
Optimal Control Problems Governed by MFSDEs with multi-defaults
(available as arXiv preprint) | N/A | Paper |
Stochastic Linear-quadratic Control Problems with Affine Constraints
(available as arXiv preprint) | N/A | Paper |
Linear-Quadratic Graphon Mean Field Games with Common Noise
(available as arXiv preprint) | N/A | Paper |
Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion
Communications in Nonlinear Science and Numerical Simulation | 2026-07-16 | Paper |
An accelerated preconditioned primal-dual gradient algorithm for structured nonconvex optimization problems
Communications in Nonlinear Science and Numerical Simulation | 2026-01-15 | Paper |
Time-inconsistent reinsurance and investment optimization problem with delay under random risk aversion
(available as arXiv preprint) | 2026-01-01 | Paper |
Linear-quadratic graphon mean field games with common noise
SIAM Journal on Control and Optimization | 2025-10-10 | Paper |
Social optima in linear quadratic graphon field control: analysis via infinite dimensional approach
Journal of Nonlinear and Variational Analysis | 2025-07-07 | Paper |
Consumption and portfolio optimization solvable problems with recursive preferences
Communications in Nonlinear Science and Numerical Simulation | 2025-04-11 | Paper |
Linear-quadratic stochastic nonzero-sum differential games between graphon teams
(available as arXiv preprint) | 2025-01-01 | Paper |
Nash Equilibria of Noncooperative/Mixed Differential Games with Density Constraints in Infinite Dimensions
(available as arXiv preprint) | 2025-01-01 | Paper |
Stochastic linear-quadratic control problems with affine constraints
Systems & Control Letters | 2024-08-21 | Paper |
Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints
(available as arXiv preprint) | 2024-01-01 | Paper |
Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model
(available as arXiv preprint) | 2024-01-01 | Paper |
Social Optima in Linear Quadratic Graphon Field Control: Analysis via Infinite Dimensional Approach
(available as arXiv preprint) | 2024-01-01 | Paper |
| Consumption and portfolio optimization solvable problems with recursive preferences | 2023-07-30 | Paper |
A linear-quadratic mean-field stochastic Stackelberg differential game with random exit time
International Journal of Control | 2023-06-26 | Paper |
Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications
Communications in Nonlinear Science and Numerical Simulation | 2023-06-09 | Paper |
| scientific article; zbMATH DE number 7652689 (Why is no real title available?) | 2023-02-10 | Paper |
Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients
Stochastics | 2022-07-05 | Paper |
A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator
Mathematical Control and Related Fields | 2021-11-15 | Paper |
| Set-valued Ito's formula with an application to the general set-valued backward stochastic differential equation | 2021-02-06 | Paper |
Set-valued Ito's formula with an application to the general set-valued backward stochastic differential equation
(available as arXiv preprint) | 2021-01-01 | Paper |
